ARCH, GARCH, AR(k) EGARCH

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt

nerammaren
Posts: 2
Joined: Sat Mar 30, 2013 4:05 pm
Location: Netherlands

ARCH, GARCH, AR(k) EGARCH

Postby nerammaren » Sat Mar 30, 2013 5:04 pm

Hi everyone,
I am currently working on how to model volatility of multiple Exchange Rates using ARCH, GARCH and AR(k) EGARCH. However, I have problems writing a programing code for this as I have just never learned the commands. Sooo, is there someone who could give me an example how the above named are programmed? And would you know if I can do this in a loop since I will be modelling this for 5 Exchange rates?

Thanks a lot :)
Maren

Return to “Programming”

Who is online

Users browsing this forum: No registered users and 2 guests